com.github.vonrosen.quantlib

Class CPIBond

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Bond

com.github.vonrosen.quantlib.CPIBond

public class CPIBond
extends Bond

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.Instrument

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	CPIBond(long cPtr, boolean cMemoryOwn)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(CPIBond obj)

Methods inherited from class com.github.vonrosen.quantlib.Bond

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield

Methods inherited from class com.github.vonrosen.quantlib.Instrument

__deref__, asObservable, errorEstimate, freeze, getCPtr, isExpired, isNull, NPV, recalculate, setPricingEngine, unfreeze

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CPIBond

protected CPIBond(long cPtr,
                  boolean cMemoryOwn)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar,
               Period exCouponPeriod,
               Calendar exCouponCalendar,
               BusinessDayConvention exCouponConvention,
               boolean exCouponEndOfMonth)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar,
               Period exCouponPeriod,
               Calendar exCouponCalendar,
               BusinessDayConvention exCouponConvention)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar,
               Period exCouponPeriod,
               Calendar exCouponCalendar)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar,
               Period exCouponPeriod)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter)

Method Detail

getCPtr

protected static long getCPtr(CPIBond obj)

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Overrides:

delete in class Bond